-19.3%
PLTD vs USFR
+4.1%
-23.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -9.8% | +0.1% | -9.8% | -11.0% |
| 30D | +18.9% | +0.4% | +18.5% | +9.6% |
| 3M | -4.2% | +1.0% | -5.3% | -24.0% |
| 6M | -34.8% | +2.0% | -36.9% | -54.5% |
| YTD | -21.1% | +3.4% | -24.6% | -56.5% |
| 1Y | -19.3% | +4.1% | -23.3% | -56.6% |
| All | -19.3% | +4.1% | -23.3% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling